Additive Gaussian processes

We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize both Generalized Additive Models, and the standard GP models which use squared-exponential kernels. Hyperparameter learning in this model can be seen as Bayesian Hierarchical Kernel Learning (HKL). We introduce an expressive but tractable parameterization of the kernel function, which allows efficient evaluation of all input interaction terms, whose number is exponential in the input dimension. The additional structure discoverable by this model results in increased interpretability, as well as state-of-the-art predictive power in regression tasks.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Estimating labels from label proportions

Consider the following problem: given sets of unlabeled observations, each set with known label proportions, predict the labels of another set of observations, also with known label proportions. This problem appears in areas like e-commerce, spam filtering and improper content detection. We present consistent estimators which can reconstruct the correct labels with high probability in a uniform convergence sense. Experiments show that our method works well in practice. Copyright 2008 by the author(s)/owner(s).

Parametric guidance for turbulent noise reduction from poroelastic trailing edges and owls

The interaction of a turbulent eddy with a semi-infinite, poroelastic edge is examined with respect to the effects of both elasticity and porosity on the efficiency of aerodynamic noise generation. The edge is modelled as a thin plate poroelastic plate, which is known to admit fifth-, sixth-, and seventh-power noise dependences on a characteristic velocity U of the turbulent eddy. The associated acoustic scattering problem is solved using the Wiener-Hopf technique for the case of constant plate properties. For the special cases of porous-rigid and impermeable-elastic plate conditions, asymptotic analysis of the Wiener- Hopf kernel function furnishes the parameter groups and their ranges where U5, U6, and U7 behaviours are expected to occur. Results from this analysis attempt to help guide the search for passive edge treatments to reduce trailing-edge noise that are inspired by the wing features of silently flying owls. Furthermore, the appropriateness of the present model to the owl noise problem is discussed with respect to the acoustic frequencies of interest, wing chord-lengths, and foraging behaviour across a representative set of owl species.

Instantaneous frequency and bandwidth estimation using filterbank arrays

Accurate estimation of the instantaneous frequency of speech resonances is a hard problem mainly due to phase discontinuities in the speech signal associated with excitation instants. We review a variety of approaches for enhanced frequency and bandwidth estimation in the time-domain and propose a new cognitively motivated approach using filterbank arrays. We show that by filtering speech resonances using filters of different center frequency, bandwidth and shape, the ambiguity in instantaneous frequency estimation associated with amplitude envelope minima and phase discontinuities can be significantly reduced. The novel estimators are shown to perform well on synthetic speech signals with frequency and bandwidth micro-modulations (i.e., modulations within a pitch period), as well as on real speech signals. Filterbank arrays, when applied to frequency and bandwidth modulation index estimation, are shown to reduce the estimation error variance by 85% and 70% respectively. © 2013 IEEE.

Kernelized log linear models for continuous speech recognition

Large margin criteria and discriminative models are two effective improvements for HMM-based speech recognition. This paper proposed a large margin trained log linear model with kernels for CSR. To avoid explicitly computing in the high dimensional feature space and to achieve the nonlinear decision boundaries, a kernel based training and decoding framework is proposed in this work. To make the system robust to noise a kernel adaptation scheme is also presented. Previous work in this area is extended in two directions. First, most kernels for CSR focus on measuring the similarity between two observation sequences. The proposed joint kernels defined a similarity between two observation-label sequence pairs on the sentence level. Second, this paper addresses how to efficiently employ kernels in large margin training and decoding with lattices. To the best of our knowledge, this is the first attempt at using large margin kernel-based log linear models for CSR. The model is evaluated on a noise corrupted continuous digit task: AURORA 2.0. © 2013 IEEE.

Student-t processes as alternatives to Gaussian processes

We investigate the Student-t process as an alternative to the Gaussian process as a non-parametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the co-variance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process - a nonparamet-ric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels - but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications such as Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.